-1.1%
CDNS vs PBR
+74.7%
-75.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.0% | +8.8% | +0.9% |
| 7D | -3.8% | -11.0% | +7.2% | -5.1% |
| 30D | -6.8% | -18.8% | +12.0% | -8.9% |
| 3M | -3.3% | +7.8% | -11.1% | -2.2% |
| 6M | -5.7% | -7.6% | +1.9% | -5.3% |
| YTD | +5.4% | +72.7% | -67.2% | +6.4% |
| 1Y | -1.1% | +72.9% | -74.1% | -0.2% |
| All | -1.1% | +74.7% | -75.8% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PBR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling